Viewing: 1 - 36 of 36 papers
1.
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Working Paper Series
Central European University and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Number of pages: 53
Posted: 13 Dec 2017
Last Revised: 18 Dec 2018
Downloads
97
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Downloads
21
Downloads
21
2.
System 1, System 2, and Speculative Trading
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 06 Jun 2018
Working Paper Series
HEC Montreal - Department of Finance and Neoma Business School
Downloads
7
3.
Banks Defy Gravity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 05 Jun 2018
Last Revised: 28 Jun 2018
Working Paper Series
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads
30
4.
External Credit Ratings and Bank Lending
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42
Posted: 04 Jun 2018
Last Revised: 17 Nov 2018
Working Paper Series
Banque de France - Direction des Entreprises, Banque de France and PSB Paris School of Business
There are 3 versions of this paper
External Credit Ratings and Bank Lending
Number of pages: 42
Posted: 20 Nov 2017
Last Revised: 27 Nov 2018
Downloads
103
External Credit Ratings and Bank Lending
Banque de France Working Paper No. 691
Number of pages: 41
Posted: 30 Aug 2018
Downloads
15
External Credit Ratings and Bank Lending
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42
Posted: 04 Jun 2018
Last Revised: 17 Nov 2018
Downloads
9
Downloads
9
5.
Noise from Other Industries: Overgeneralization and Analyst Beliefs
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65
Posted: 04 Jun 2018
Last Revised: 05 Oct 2018
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus School of Economics (ESE), Students
Downloads
30
6.
Friends at WSJ: Journalist Connections, News Tone, and Stock Returns
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 04 Jun 2018
Last Revised: 03 Dec 2018
Working Paper Series
WHU - Otto Beisheim School of Management
Downloads
107
7.
Correcting Alpha Misattribution in Portfolio Sorts
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Jun 2018
Last Revised: 10 Jan 2019
Working Paper Series
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads
14
8.
Short Selling and Excess Return Correlation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38
Posted: 04 Jun 2018
Working Paper Series
University of Cambridge - Cambridge-INET Institute, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Vlerick Business School
There are 2 versions of this paper
Short Selling and Excess Return Correlation
Number of pages: 29
Posted: 30 Oct 2017
Last Revised: 18 Dec 2017
Downloads
111
Short Selling and Excess Return Correlation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38
Posted: 04 Jun 2018
Downloads
38
Downloads
38
9.
Disastrous Defaults
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59
Posted: 01 Jun 2018
Last Revised: 16 Jan 2019
Working Paper Series
University of Toronto - Department of Economics, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
5
10.
Monetary Policy and Equity Valuation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 31 May 2018
Last Revised: 17 Nov 2018
Working Paper Series
John Molson School of Business, Concordia University
Downloads
26
11.
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Working Paper Series
Université Paris Dauphine, Tilburg University and Tilburg University - Department of Finance
There are 3 versions of this paper
Are Investors Aware of Ownership Connections?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 525/2017
Number of pages: 53
Posted: 05 Sep 2017
Last Revised: 07 Feb 2018
Downloads
134
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Downloads
63
Connected Firms and Investor Myopia
CentER Discussion Paper Series No. 2017-037
Number of pages: 51
Posted: 22 Sep 2017
Downloads
56
Downloads
63
12.
Labor Market Competitor Network and the Transmission of Shocks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 25 May 2018
Last Revised: 07 Nov 2018
Working Paper Series
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads
277
13.
Contagious Bank Runs and Dealer of Last Resort
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 24 May 2018
Last Revised: 05 Jun 2018
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
41
14.
The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69
Posted: 07 May 2018
Last Revised: 02 Jun 2018
Working Paper Series
University of Washington - Michael G. Foster School of Business, University of Toronto - Rotman School of Management and Arizona State University
Downloads
174
15.
Litigating Innovation: Evidence from Securities Class Action Lawsuits
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 22 Mar 2018
Last Revised: 14 Dec 2018
Working Paper Series
University of Chicago - Booth School of Business and Tilburg University - Department of Finance
Downloads
296
16.
Deposit Windfalls and Bank Reporting Quality: Evidence from Shale Booms
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 21 Mar 2018
Last Revised: 27 Jul 2018
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads
151
17.
Measuring Skewness Premia
HEC Paris Research Paper No. FIN-2018-1256, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 20 Mar 2018
Last Revised: 15 Dec 2018
Working Paper Series
HEC Paris - Finance Department
Downloads
208
18.
The Impact of Recency Effects on Stock Market Prices
31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66
Posted: 07 Mar 2018
Last Revised: 13 Nov 2018
Working Paper Series
University of Muenster - Finance Center
Downloads
331
19.
Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends
Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69
Posted: 14 Feb 2018
Last Revised: 17 Oct 2018
Working Paper Series
Ohio State University and Yale School of Management
Downloads
132
20.
Bitcoin: Learning and Predictability via Technical Analysis
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50
Posted: 13 Feb 2018
Last Revised: 11 Jan 2019
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads
997
21.
The Contribution of Frictions to Expected Returns
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 88
Posted: 11 Feb 2018
Last Revised: 10 Oct 2018
Working Paper Series
Queen Mary, University of London, School of Economics and Finance and University of Piraeus
Downloads
118
22.
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Geneva - Geneva Finance Research Institute (GFRI) and London Business School
There are 2 versions of this paper
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Downloads
163
Global Portfolio Rebalancing and Exchange Rates
NBER Working Paper No. w24320
Number of pages: 48
Posted: 21 Feb 2018
Downloads
18
Downloads
163
23.
Is Liquidity Risk Priced in Partially Segmented Markets?
Swiss Finance Institute Research Paper No. 18-05, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2018-1254
Number of pages: 54
Posted: 18 Jan 2018
Last Revised: 04 Jun 2018
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and HEC Paris - Finance Department
Downloads
103
24.
Herding in Equity Crowdfunding
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55
Posted: 08 Dec 2017
Last Revised: 27 Nov 2018
Working Paper Series
HEC Paris - Economics and Decision Sciences, University of Essex, HEC Paris - Finance Department and University of Oxford - Said Business School
Downloads
331
25.
Is There Smart Money? How Information in the Futures Market Is Priced into the Cross-Section of Stock Returns with Delay
AFA 2019 Atlanta Meetings Paper, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80
Posted: 30 Nov 2017
Last Revised: 10 Jan 2019
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads
213
26.
Managerial Compensation Incentives and Corporate Debt Maturity: Evidence from FAS 123R
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 28 Nov 2017
Last Revised: 19 Jun 2018
Working Paper Series
ESSEC Business School
Downloads
38
27.
Debt as Threat: Evidence from Union-Sponsored Shareholder Proposals
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 27 Nov 2017
Last Revised: 01 Dec 2018
Working Paper Series
ESCP Europe - Department of Finance and SKEMA Business School
Downloads
92
28.
What Do Mutual Fund Managers' Private Portfolios Tell Us About Their Skills?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55
Posted: 21 Nov 2017
Last Revised: 08 Nov 2018
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
140
29.
Model-Free International Stochastic Discount Factors
Swiss Finance Institute Research Paper No. 18-18, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 16 Nov 2017
Last Revised: 21 Nov 2018
Working Paper Series
University of Lugano, Swiss Finance Institute and Boston University - Department of Finance & Economics
There are 2 versions of this paper
Model-Free International Stochastic Discount Factors
Swiss Finance Institute Research Paper No. 18-18, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 16 Nov 2017
Last Revised: 21 Nov 2018
Downloads
357
Model-Free International Stochastic Discount Factors
CEPR Discussion Paper No. DP12971
Number of pages: 75
Posted: 11 Jun 2018
Downloads
357
30.
Bank Loan Undrawn Spreads and the Predictability of Stock Returns
2019 AEA Annual Meeting Paper, Atlanta, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 14 Nov 2017
Last Revised: 11 Oct 2018
Working Paper Series
The University of Hong Kong, Columbia University, Graduate School of Arts and Sciences, Department of Economics and The University of Hong Kong
Downloads
175
31.
Capital Heterogeneity, Time-to-Build, and Return Predictability
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80
Posted: 14 Nov 2017
Last Revised: 01 Aug 2018
Working Paper Series
City University of Hong Kong
Downloads
64
32.
Idiosyncratic Volatility, Its Expected Variation, and the Cross-Section of Stock Returns
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59
Posted: 01 Jul 2017
Last Revised: 05 Jun 2018
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads
382
33.
Taxing Bank Leverage: The Effects on Bank Capital Structure, Credit Supply and Risk-Taking
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 62
Posted: 26 Aug 2016
Last Revised: 09 Oct 2018
Working Paper Series
University of Toronto - Rotman School of Management, Deutsche Bundesbank and University of Zurich - Department of Banking and Finance
Downloads
398
34.
Oil and Equity Return Predictability: The Importance of Dissecting Oil Price Changes
Robert H. Smith School Research Paper No. RHS 2822061, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 79
Posted: 15 Aug 2016
Last Revised: 08 Nov 2018
Working Paper Series
Tulane University, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Downloads
142
35.
Is the Chinese Anti-Corruption Campaign Authentic?
29th Annual Conference on Financial Economics & Accounting 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 20 May 2016
Last Revised: 20 Dec 2018
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads
824
36.
What Drives the Turnover Ratio?
Number of pages: 19
Posted: 22 Jan 2001
Working Paper Series
Swiss National Bank and University of Basel - Faculty of Business and Economics (WWZ)
Downloads
254
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